Default correlation implied from portfolio credit derivatives

Mestrado em Finanças

Bibliographic Details
Main Author: Carvalho, Luís Manuel Lopes (author)
Format: masterThesis
Language:eng
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10400.5/1652
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/1652
Description
Summary:Mestrado em Finanças